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Austing, Peter
Libros de: Austing, Peter
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Smile Pricing Explained
Austing, Peter
Palgrave (2014)
- EAN: 9781137335715
- Páginas: 240
- Fecha de edición: 2014
pvp.38,55 €
Sin Stock. Posibilidad entre 11 y 20 dias
In modern derivatives trading, Black-Scholes theory is only a starting point. Asset volatilities are not constant, but change with market conditions. Large price moves are associated with periods of market turbulence and this leads to ...
